I also noticed that I didn't have Firewall turned on in System Preferences -> Security. How big of a security issue could that have been? I have turned it on now, blocked all connections except the "important" ones or what they're called, and even turned on "stealth mode" (is that one any good, dyou know?).
I also have Web Sharing turned on and modified my Apache settings so that I could access ~/Me/Sites by typing "http://localhost/" in my browser. I think that might not be so smart security-wise, especially since I have all kinds of stuff in the "Sites" folder. I just figured that nobody would ever find out that they can access this folder remotely. Do you know if there is a way to test sites (including PHP stuff, not just plain HTML files) locally without letting anyone access it from the Internet?